From funtrivia.com:
Q. In 1938 Douglas Corrigan flew his single-engine Curtiss Robin from New York to Dublin, Ireland. The problem was, his flight plan said he was heading for California. What nickname did Corrigan pick up from this incident?
A. Wrong Way
Corrigan had actually been applying for permission to make a solo flight to Ireland since 1935. The government turned him down, saying his plane was unsuitable for such an undertaking. In July 1938 he was in New York with his plane. On the 17th he took off to the east in thick fog. Before he left he told people he was returning to California. He never turned around. Twenty-eight hours, thirteen minutes later he landed in Dublin. When asked what happened, Corrigan told reporters that he could not see the ground due to the fog, then misread his compass. He thought he was going west and not east. He did not realize the error until the clouds finally broke and he saw an ocean beneath him--the Atlantic Ocean. At that point he checked his compass and realized he was not heading west. It was too late to turn around so he proceeded on his easterly heading until he made landfall. When reporters continued to badger him with questions, he responded: "That's my story." Not only did Corrigan pick up a great nickname for what some believe was a deliberate attempt to cross the Atlantic solo but he may have been the originator of a line I use all the time: "That's my story and I'm sticking to it."